Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49226.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43300.97 Kr¶

PnL: ---------------------------------------> -1574.61 Kr¶

DD now: ---------------------------------> -7.33 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:28:43.263741'

Anic Portfolio¶

Today¶

Return: 0.015 %¶

This Week¶

Return: -3.005 %¶

Total portfolio value¶

Return including deposits: 61.155 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.410000 1526.000000 103.000000 7.240000 1423.000014
JM 7 3.160000 960.400000 10.400000 1.090000 950.000002
Hennes & Mauritz B 6 0.500000 921.480000 9.480000 1.040000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
BioGaia B 8 -0.980000 892.000000 -12.000000 -1.330000 904.000000
Eastnine 6 -1.650000 644.400000 -12.600000 -1.920000 657.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -1.430000 131.100000 -17.900000 -12.010000 149.000000
OX2 12 -0.200000 889.200000 -19.800000 -2.180000 909.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
AcadeMedia 20 -1.820000 948.400000 -29.600000 -3.030000 978.000000
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Bufab 3 -1.190000 1045.800000 -30.200000 -2.810000 1076.000001
Investor B 3 -0.480000 625.800000 -32.200000 -4.890000 657.999999
Vitrolife 3 -2.370000 642.600000 -34.400000 -5.080000 677.000001
Sandvik 4 -1.070000 813.200000 -34.800000 -4.100000 848.000000
Latour B 4 -1.110000 820.400000 -35.600000 -4.160000 856.000000
EQT 4 1.060000 836.400000 -36.600000 -4.190000 873.000000
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Byggmax Group 33 -0.780000 927.300000 -39.700000 -4.110000 966.999990
Hexatronic Group 15 -1.040000 1030.500000 -40.500000 -3.780000 1071.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
Gränges 10 -2.060000 998.000000 -41.000000 -3.950000 1039.000000
SKF B 5 -0.580000 939.000000 -41.000000 -4.180000 980.000000
Sagax B 4 -1.360000 844.000000 -41.000000 -4.630000 885.000000
Vitec Software Group B 2 -1.300000 1062.000000 -42.000000 -3.800000 1104.000000
Catena 2 0.160000 764.000000 -42.000000 -5.210000 806.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Addnode Group B 7 -1.600000 858.900000 -46.100000 -5.090000 904.999998
HEXPOL B 8 0.270000 889.600000 -67.400000 -7.040000 957.000000
Orrön Energy 170 -1.760000 1940.550000 -105.450000 -5.150000 2045.999980
Hexagon B 26 -1.670000 3282.500000 -137.500000 -4.020000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43300.970000 -1574.610000 -7.33013% 44875.578016

Updated:¶

'2023-06-22 15:28:59.456745'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶